Anic Equity¶

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Total return since start: 0.622 %¶

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Equity now: -----------------------------> 49548.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: 1.348 %¶

This Week¶

Return: 0.465 %¶

Total portfolio value¶

Return including deposits: 62.156 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.610000 1670.940000 201.940000 13.750000 1468.999998
Sedana Medical 93 4.420000 2682.120000 161.120000 6.390000 2521.000011
Orrön Energy 180 5.380000 2167.200000 124.200000 6.080000 2043.000000
Platzer Fastigheter Holding B 12 5.320000 1021.200000 60.200000 6.260000 960.999996
Atrium Ljungberg B 5 3.830000 989.000000 54.000000 5.780000 935.000000
Catena 2 4.180000 836.800000 44.800000 5.660000 792.000000
Sagax B 4 3.460000 896.800000 42.800000 5.010000 854.000000
JM 6 3.210000 906.000000 42.000000 4.860000 864.000000
Sagax A 4 4.190000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 1.050000 1015.000000 35.000000 3.570000 980.000000
Hexatronic Group 12 3.220000 999.360000 32.360000 3.350000 966.999996
BioGaia B 8 1.630000 949.600000 19.600000 2.110000 930.000000
Bilia A 8 1.780000 916.000000 16.000000 1.780000 900.000000
Gränges 9 1.550000 942.300000 14.300000 1.540000 927.999999
Biotage 7 0.300000 945.700000 4.700000 0.500000 940.999997
HEXPOL B 9 -0.350000 1024.200000 3.200000 0.310000 1020.999996
OX2 13 1.310000 952.900000 2.900000 0.310000 949.999999
Clas Ohlson B 12 0.060000 975.000000 2.000000 0.210000 972.999996
AcadeMedia 8 0.300000 402.000000 0.000000 0.000000 402.000000
EQT 4 0.480000 832.000000 0.000000 0.000000 832.000000
Byggmax Group 33 -0.140000 951.720000 -4.280000 -0.450000 956.000001
ASSA ABLOY B 3 -0.190000 774.300000 -4.700000 -0.600000 779.000001
Alimak Group 11 0.120000 918.500000 -9.500000 -1.020000 927.999996
Nordic Waterproofing Holding 7 0.890000 952.000000 -15.000000 -1.550000 966.999999
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
VEF 909 0.500000 1827.090000 -22.910000 -1.240000 1850.000436
SKF B 5 -1.720000 916.000000 -24.000000 -2.550000 940.000000
Indutrade 5 2.070000 1185.000000 -33.000000 -2.710000 1218.000000
Hexagon B 26 1.070000 3426.800000 -34.200000 -0.990000 3461.000010
Latour B 4 0.000000 818.000000 -39.000000 -4.550000 857.000000
Vitec Software Group B 2 0.480000 1047.000000 -40.000000 -3.680000 1087.000000
Addnode Group B 11 -2.500000 878.900000 -42.100000 -4.570000 921.000003
Bufab 3 -0.510000 1047.600000 -61.400000 -5.540000 1109.000001
BHG Group 97 2.930000 1394.860000 -64.140000 -4.400000 1458.999989
INVISIO 16 0.440000 3616.000000 -73.000000 -1.980000 3689.000000
TOTAL 45471.090000 415.090000 -6.75457% 45056.000411

Updated:¶

'2023-07-04 14:34:56.859286'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶